+45.7%
DUK vs UMC
+261.2%
-215.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | +0.1% |
| 7D | -0.7% | +9.0% | -9.7% | -0.3% |
| 30D | -2.4% | +17.2% | -19.7% | -1.7% |
| 3M | -3.0% | +11.4% | -14.4% | -2.4% |
| 6M | -6.6% | +137.5% | -144.1% | -4.0% |
| YTD | +4.6% | +193.1% | -188.6% | +8.6% |
| 1Y | +1.2% | +240.3% | -239.1% | +5.7% |
| 3Y | +45.7% | +262.2% | -216.5% | +45.4% |
| All | +45.7% | +261.2% | -215.5% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling